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QSS

Quantitative Systematic Strategies Portfolio holdings

AUM $11.5M
1-Year Est. Return 21.96%
This Fund
S&P 500
This Quarter Est. Return
+6.34%
1 Year Est. Return
+21.96%
3 Year Est. Return
+132.64%
5 Year Est. Return
+157.08%
10 Year Est. Return
–
AUM
$369M
AUM Growth
+$165M
Cap. Flow
+$160M
Cap. Flow %
43.44%
Top 10 Hldgs %
4.27%
Holding
996
New
647
Increased
94
Reduced
131
Closed
122

Top Buys

Rank Stock Value
1
CLVS
Clovis Oncology, Inc.
CLVS
+$1.92M
2
MJN
Mead Johnson Nutrition Company
MJN
+$1.82M
3
SAVE
Spirit Airlines, Inc.
SAVE
+$1.69M
4
KMI icon
Kinder Morgan
KMI
+$1.55M
5
BIIB icon
Biogen
BIIB
+$1.53M

Top Sells

Rank Stock Value
1
YHOO
Yahoo Inc
YHOO
+$2.04M
2
BMY icon
Bristol-Myers Squibb
BMY
+$1.94M
3
ANDV
Andeavor
ANDV
+$1.84M
4
LQ
La Quinta Holdings Inc.
LQ
+$1.63M
5
AMZN icon
Amazon
AMZN
+$1.53M

Sector Composition

Rank Sector Weight
1 Financials 16.47%
2 Industrials 14.81%
3 Healthcare 12.88%
4 Consumer Discretionary 12.03%
5 Technology 11.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBKC
476
DELISTED
IBERIABANK Corp
IBKC
$306K 0.08%
+5,519
New +$330K
ITG
477
DELISTED
Investment Technology Group Inc
ITG
$306K 0.08%
+18,031
New +$313K
TSRO
478
DELISTED
TESARO, Inc.
TSRO
$306K 0.08%
+5,796
New +$277K
HDP
479
DELISTED
Hortonworks, Inc.
HDP
$306K 0.08%
+14,110
New +$277K
BGC
480
DELISTED
General Cable Corporation
BGC
$306K 0.08%
+22,449
New +$321K
GLBL
481
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$306K 0.08%
53,365
+23,771
+80% +$148K
MYCC
482
DELISTED
ClubCorp Holdings, Inc.
MYCC
$306K 0.08%
+16,798
New +$324K
JNS
483
DELISTED
Janus Capital Group Inc
JNS
$306K 0.08%
+21,604
New +$322K
AMSG
484
DELISTED
Amsurg Corp
AMSG
$306K 0.08%
+3,955
New +$313K
VTAE
485
DELISTED
VITAE PHARMACEUTICALS INC COMMON STOCK
VTAE
$306K 0.08%
+17,019
New +$234K
KING
486
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
$306K 0.08%
+17,100
New +$285K
SIVB
487
DELISTED
SVB Financial Group
SIVB
$306K 0.08%
+2,561
New +$318K
SHPG
488
DELISTED
Shire pic
SHPG
$306K 0.08%
+1,464
New +$304K
AIRM
489
DELISTED
Air Methods Corp
AIRM
$306K 0.08%
+7,289
New +$296K
BLMN icon
490
Bloomin' Brands
BLMN
$688M
$305K 0.08%
+17,975
New +$312K
BR icon
491
Broadridge
BR
$17.1B
$305K 0.08%
+5,591
New +$314K
BRC icon
492
Brady Corp
BRC
$4.46B
$305K 0.08%
+12,990
New +$303K
CCEP icon
493
Coca-Cola Europacific Partners
CCEP
$46.4B
$305K 0.08%
+6,156
New +$310K
DDD icon
494
3D Systems Corp
DDD
$421M
$305K 0.08%
+35,029
New +$362K
EPR icon
495
EPR Properties
EPR
$4.82B
$305K 0.08%
+5,195
New +$290K
HEI icon
496
HEICO Corp
HEI
$48.5B
$305K 0.08%
+13,560
New +$282K
IBP icon
497
Installed Building Products
IBP
$6.12B
$305K 0.08%
+12,379
New +$300K
IRM icon
498
Iron Mountain
IRM
$38.7B
$305K 0.08%
+11,090
New +$325K
MATV icon
499
Mativ Holdings
MATV
$449M
$305K 0.08%
+7,133
New +$285K
MLKN icon
500
MillerKnoll
MLKN
$1.51B
$305K 0.08%
+10,403
New +$320K
18 19
20
21 22

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CCM
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GPC
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CBT
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FSCP
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ECM
EII Capital Management New York $774K AUM 22.41% 1-Year Est. Return
RG
Riverstone Group Richmond, Virginia $539K AUM 26.81% 1-Year Est. Return
SH
Scepter Holdings Fort Worth, Texas $22.4M AUM

Quantitative Systematic Strategies's Q4 2015 Portfolio in Review

As of Q4 2015, Quantitative Systematic Strategies held 996 positions worth $369M, up 81% from $203M the previous quarter. Its ten largest holdings account for 4.3% of the portfolio.

Quantitative Systematic Strategies deployed $160M of net new capital in Q4 2015, opening 647 new positions and adding to 94 existing holdings. Its largest new stake was Clovis Oncology, Inc.: 29,721 shares worth $1.02M.

By sector, the portfolio is most concentrated in Financials at 16% of assets, up from 13% a quarter earlier, followed by Industrials and Healthcare.

On the sell side, the largest reduction was Yahoo Inc, an estimated $2.04M trimmed.

  • Quantitative Systematic Strategies's largest Q4 2015 buy was Clovis Oncology, Inc.: 29,721 shares worth $1.02M.
  • Quantitative Systematic Strategies added most to Kinder Morgan in Q4 2015, an estimated $1.55M increase.
  • Quantitative Systematic Strategies's biggest Q4 2015 reduction was Yahoo Inc, cutting an estimated $2.04M.
  • Quantitative Systematic Strategies fully exited Andeavor in Q4 2015, selling an estimated $1.84M.
  • Quantitative Systematic Strategies's ten largest holdings make up 4.3% of its $369M portfolio in Q4 2015.
  • Quantitative Systematic Strategies opened 647 new positions and closed 122 in Q4 2015.
  • Quantitative Systematic Strategies's portfolio value rose 81% quarter-over-quarter to $369M.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2015, filed 13 Jan 2016.